Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models

René Garcia

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Pages: 48 pages
Date: 1995
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Citations: View citations in EconPapers (13)

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Related works:
Working Paper: Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montde:9510

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